Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47377.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45982.17 Kr¶

PnL: ---------------------------------------> -906.4 Kr¶

DD now: ---------------------------------> -2.576 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 13:34:29.866742'

Anic Portfolio¶

Today¶

Return: -0.121 %¶

This Week¶

Return: -1.118 %¶

Total¶

Return: 55.101 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.320000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.380000 798.000000 125.000000 18.570000 673.000000
SAAB B 8 0.960000 3440.800000 63.800000 1.890000 3377.000000
Intrum 4 6.710000 565.800000 38.800000 7.360000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.410000 393.600000 38.600000 10.870000 355.000000
MedCap 2 -0.870000 457.000000 36.000000 8.550000 421.000000
Boozt 12 0.790000 1681.200000 27.200000 1.640000 1653.999996
Corem Property Group B 59 -2.200000 603.570000 26.570000 4.600000 576.999999
AcadeMedia 12 -0.980000 579.840000 22.840000 4.100000 557.000004
Resurs Holding 22 -1.130000 595.100000 21.100000 3.680000 573.999998
Swedbank A 3 -0.570000 576.450000 12.450000 2.210000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Eastnine 4 -0.320000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 0.040000 579.000000 9.000000 1.580000 570.000000
Norva24 Group 16 0.940000 551.360000 8.360000 1.540000 543.000000
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.190000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Coor Service Management Hold. 8 -0.220000 534.000000 2.000000 0.380000 532.000000
Nordea Bank Abp 29 -0.420000 3454.480000 0.480000 0.010000 3453.999992
CTEK 13 -0.490000 526.500000 -7.500000 -1.400000 533.999999
Handelsbanken A 5 -0.420000 537.500000 -8.500000 -1.560000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -3.360000 540.400000 -33.600000 -5.850000 574.000000
International Petroleum Corp. 5 -0.720000 548.500000 -46.070000 -7.750000 594.565215
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -9.110000 2854.800000 -116.200000 -3.910000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 1.150000 1419.300000 -244.700000 -14.710000 1663.999992
Axfood 13 -2.650000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 -1.510000 2719.600000 -642.400000 -19.110000 3361.999992
TOTAL 45982.170000 -906.400000 -2.57607% 46888.564618

Updated:¶

'2023-01-26 13:34:42.998134'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶